NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
89.17 |
91.27 |
2.10 |
2.4% |
88.35 |
High |
89.17 |
91.54 |
2.37 |
2.7% |
89.17 |
Low |
89.10 |
91.20 |
2.10 |
2.4% |
86.00 |
Close |
90.08 |
91.51 |
1.43 |
1.6% |
90.08 |
Range |
0.07 |
0.34 |
0.27 |
385.7% |
3.17 |
ATR |
1.15 |
1.17 |
0.02 |
1.9% |
0.00 |
Volume |
2,164 |
178 |
-1,986 |
-91.8% |
6,072 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.44 |
92.31 |
91.70 |
|
R3 |
92.10 |
91.97 |
91.60 |
|
R2 |
91.76 |
91.76 |
91.57 |
|
R1 |
91.63 |
91.63 |
91.54 |
91.70 |
PP |
91.42 |
91.42 |
91.42 |
91.45 |
S1 |
91.29 |
91.29 |
91.48 |
91.36 |
S2 |
91.08 |
91.08 |
91.45 |
|
S3 |
90.74 |
90.95 |
91.42 |
|
S4 |
90.40 |
90.61 |
91.32 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.93 |
97.17 |
91.82 |
|
R3 |
94.76 |
94.00 |
90.95 |
|
R2 |
91.59 |
91.59 |
90.66 |
|
R1 |
90.83 |
90.83 |
90.37 |
91.21 |
PP |
88.42 |
88.42 |
88.42 |
88.61 |
S1 |
87.66 |
87.66 |
89.79 |
88.04 |
S2 |
85.25 |
85.25 |
89.50 |
|
S3 |
82.08 |
84.49 |
89.21 |
|
S4 |
78.91 |
81.32 |
88.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.54 |
86.00 |
5.54 |
6.1% |
0.34 |
0.4% |
99% |
True |
False |
1,225 |
10 |
91.54 |
86.00 |
5.54 |
6.1% |
0.19 |
0.2% |
99% |
True |
False |
763 |
20 |
91.54 |
84.44 |
7.10 |
7.8% |
0.15 |
0.2% |
100% |
True |
False |
595 |
40 |
93.93 |
84.44 |
9.49 |
10.4% |
0.16 |
0.2% |
74% |
False |
False |
476 |
60 |
93.93 |
83.14 |
10.79 |
11.8% |
0.56 |
0.6% |
78% |
False |
False |
630 |
80 |
93.93 |
78.79 |
15.14 |
16.5% |
0.61 |
0.7% |
84% |
False |
False |
613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.99 |
2.618 |
92.43 |
1.618 |
92.09 |
1.000 |
91.88 |
0.618 |
91.75 |
HIGH |
91.54 |
0.618 |
91.41 |
0.500 |
91.37 |
0.382 |
91.33 |
LOW |
91.20 |
0.618 |
90.99 |
1.000 |
90.86 |
1.618 |
90.65 |
2.618 |
90.31 |
4.250 |
89.76 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
91.46 |
90.60 |
PP |
91.42 |
89.68 |
S1 |
91.37 |
88.77 |
|